Description Usage Arguments Value Examples
View source: R/weight_ave_3ROC_filter.R
Provides a ranking of weighted-average rate of change (ROC) of a given price history time series over three periods, using only ROC values that are positive for each period. If the weighted average is negative for a date, then return NA for the rank for that date.
1 | weight_ave_3ROC_filter(x, n = c(1, 3, 6), weights = c(1/3, 1/3, 1/3))
|
x |
price history as XTS |
n |
an array of ROC lookback periods, in same perodicity as |
weights |
an array of weights for each ROC, must be length 3 and sum to 1. default is 1/3 for each entry. |
ranking as determined by row_rank
1 2 3 4 5 6 7 |
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